Dokumen - Tips Stochastic Hydrology Nptel Ref Stochastic Hydrology by Pjayarami Reddy 1997
Dokumen - Tips Stochastic Hydrology Nptel Ref Stochastic Hydrology by Pjayarami Reddy 1997
Dokumen - Tips Stochastic Hydrology Nptel Ref Stochastic Hydrology by Pjayarami Reddy 1997
STOCHASTIC HYDROLOGY
Lecture -28
Course Instructor : Prof. P. P. MUJUMDAR
Department of Civil Engg., IISc.
Summary
of
the
previous
lecture
• Plotting position
– Weibull s formula
m
p ( X ≥ xm ) =
n +1
2
GOODNESS OF FIT -
PROBABILITY DISTRIBUTIONS
Tests for Goodness of Fit
• Two ways of testing whether or not a particular
distribution adequately fits a set of observations.
– using probability paper.
– compare the observed relative frequency with
theoretical relative frequency.
4
Tests for Goodness of Fit
• Two tests that compare observed and expected
relative frequencies.
Ø Chi-Square test
Ø Kolmogorov – Smirnov test
5
Tests for Goodness of Fit
Chi-Square Goodness of fit test:
• One of the most commonly used tests.
• The test makes a comparison between the actual
number of observations and the expected number
of observations.
Steps to be followed:
• Select the distribution whose adequacy is to be
tested, and estimate its parameters from the
sample data.
6
Tests for Goodness of Fit
• Divide the observed data into k class intervals.
• Count Ni , the number of observations falling in
each class interval, i.
• Determine the probability with which the RV lies in
each of the class interval using the selected
distribution.
• Calculate Ei, the expected number of observations
in the class interval i, by multiplying the probability
with the number of sample values (n).
7
Tests for Goodness of Fit
• The Chi-square test statistic is calculated by
2
χ 2
=∑
k
( Ni − Ei )
data
i =1 Ei
• This statistic follows Chi-square distribution with
number of degrees of freedom equal to k-p-1,
where p is no. of parameters of the distribution.
• The hypothesis that the data follows a specified
distribution is accepted if
2
χdata < χ12−α ,k − p −1
8
Tests for Goodness of Fit
• α is the significance level.
• Usually the tests are carried out at 10% or 5%
significance level.
• The critical value is obtained from the Chi-Square
distribution table.
ν = k − p −1
χα2 ,ν
9
Tests for Goodness of Fit
α 0.995 0.95 0.9 0.1 0.05 0.025 0.01 0.005
ν
1 3.9E-05 0.004 0.016 2.71 3.84 5.02 6.63 7.88
2 0.010 0.103 0.211 4.61 5.99 7.38 9.21 10.60
3 0.072 0.352 0.584 6.25 7.81 9.35 11.34 12.84
4 0.21 0.71 1.06 7.78 9.49 11.14 13.28 14.86
5 0.41 1.15 1.61 9.24 11.07 12.83 15.09 16.75
6 0.68 1.64 2.20 10.64 12.59 14.45 16.81 18.55
7 0.99 2.17 2.83 12.02 14.07 16.01 18.48 20.28
8 1.34 2.73 3.49 13.36 15.51 17.53 20.09 21.95
9 1.73 3.33 4.17 14.68 16.92 19.02 21.67 23.59
10 2.16 3.94 4.87 15.99 18.31 20.48 23.21 25.19
20 7.43 10.85 12.44 28.41 31.41 34.17 37.57 40.00
30 13.79 18.49 20.60 40.26 43.77 46.98 50.89 53.67
10
Tests for Goodness of Fit
• The number of class intervals should be at least 5.
• If the sample size n is large, the number of class
intervals may be approximately fixed by
k = 10 + 1.33ln ( n )
• Preferred to choose non-uniform class intervals
with at least 5 observations in each class interval.
• If more than one distribution passes the test, then
the distribution which gives the least value of χ2 is
selected.
Ref: Stochastic Hydrology by P.Jayarami Reddy (1997), Laxmi Publications, New Delhi.
11
Example – 1
Consider the annual maximum discharge x (in cumec)
of a river for 40 years, Check whether the data follows
a normal distribution using Chi-Square goodness of fit
test at 10% significance level.
S.No. x (x106) S.No. x (x106) S.No. x (x106) S.No. x (x106)
1 590 11 501 21 863 31 658
2 618 12 360 22 672 32 646
3 739 13 535 23 1054 33 1000
4 763 14 644 24 858 34 653
5 733 15 700 25 285 35 626
6 318 16 607 26 643 36 543
7 791 17 686 27 479 37 650
8 582 18 411 28 613 38 900
9 529 19 556 29 584 39 765
10 895 20 512 30 900 40 831
12
Example – 1 (Contd.)
Mean, x = 657.42
Standard deviation, s = 173.59
13
Example – 1 (Contd.)
2
Class (zi) of upper pi=F(zi) ( Ni − Ei )
Ni F(zi) Ei=npi
Interval limit - F(zi-1) Ei
400 − 657.42
<400 3 173.59
= -1.483 0.069 0.069 2.76 0.021
χ 2
=∑
k
( Ni − Ei )
data = 4.448
i =1 Ei
No. of class intervals, k = 8
No. of parameters, p = 2
Therefore ν = k – p – 1
=8–2–1
=5
15
Example – 1 (Contd.)
From the Chi-square distribution table,
α 0.9 0.1 0.05
ν
2
χ0.1,5 = 9.24 3 0.584 6.25 7.81
4 1.06 7.78 9.49
5 1.61 9.24 11.07
6 2.20 10.64 12.59
2 2
χdata < χ0.1,5
16
Tests for Goodness of Fit
Kolmogorov – Smirnov Goodness of fit test:
• Alternative to the Chi-square test.
• The test is conducted as follows
• The data is arranged in descending order of
magnitude.
• The cumulative probability P(xi) for each of the
observations is calculated using the Weibull s
formula.
• The theoretical cumulative probability F(xi) for
each of the observation is obtained using the
assumed distribution.
17
Tests for Goodness of Fit
• The absolute difference of P(xi) and F(xi) is
calculated.
• The Kolmogorov-Smirnov test statistic Δ is the
maximum of this absolute difference.
Δ = maximum P ( xi ) − F ( xi )
• The critical value of Kolmogorov-Smirnov
statistic Δo is obtained from the table for a given
significance level α.
• If Δ < Δo, accept the hypothesis that the
assumed distribution is a good fit at significance
level α.
18
Tests for Goodness of Fit
Table for Kolmogorov-Smirnov statistic Δo :
19
Tests for Goodness of Fit
• The advantage of Kolmogorov-Smirnov test over
the Chi-square test is that it does not lump the data
and compare only the discrete categories.
• It is easier to compute Δ than χ2.
• This test is more convenient to adopt when the
sample size is small.
20
Example – 2
Consider the annual maximum discharge x (in cumec)
of a river for 20 years, Check whether the data follows
a normal distribution using Kolmogorov-Smirnov
goodness of fit test at 10% significance level.
S.No. x (x106) S.No. x (x106)
1 590 11 501
2 618 12 360
3 739 13 535
4 763 14 644
5 733 15 700
6 318 16 607
7 791 17 686
8 582 18 411
9 529 19 556
10 895 20 831
21
Example – 2 (Contd.)
Mean, x = 619.62
Standard deviation, s = 153.32
22
S.No. x Descending Rank m
P ( xi ) − F ( xi )
p= P(xi)=1-p (zi) F(zi)
(i) (x106) order (m) n +1
1 590 895 1 0.048 0.952 1.795 0.964 0.012
2 618 831 2 0.095 0.905 1.381 0.916 0.011
3 739 791 3 0.143 0.857 1.121 0.869 0.012
4 763 763 4 0.190 0.810 0.936 0.825 0.015
5 733 739 5 0.238 0.762 0.781 0.783 0.021
6 318 733 6 0.286 0.714 0.737 0.769 0.055
7 791 700 7 0.333 0.667 0.524 0.700 0.033
8 582 686 8 0.381 0.619 0.432 0.667 0.048
9 529 644 9 0.429 0.571 0.162 0.564 0.007
10 895 618 10 0.476 0.524 -0.011 0.495 0.029
11 501 607 11 0.524 0.476 -0.082 0.468 0.008
12 360 590 12 0.571 0.429 -0.192 0.424 0.005
13 535 582 13 0.619 0.381 -0.242 0.404 0.023
14 644 556 14 0.667 0.333 -0.412 0.340 0.007
15 700 535 15 0.714 0.286 -0.549 0.292 0.006
16 607 529 16 0.762 0.238 -0.589 0.278 0.040
17 686 501 17 0.810 0.190 -0.772 0.220 0.030
18 411 411 18 0.857 0.143 -1.361 0.087 0.056
19 556 360 19 0.905 0.095 -1.692 0.045 0.050
20 831 318 20 0.952 0.048 -1.965 0.025 0.023 23
Example – 2 (Contd.)
Maximum value Δ = 0.056
24
Goodness of Fit of Data
General comments on Goodness of fit tests:
• Many hydrologists discourage the use of these
tests when testing hydrologic frequency
distributions for extreme values because of
insensitivity of these tests in the tail regions of the
distributions.
• Probability of accepting the hypothesis when it is in
fact false is very high especially when small sample
are used.
28
IDF Curves
• The frequency is expressed in terms of return period
(T) which is the average length of time between
rainfall events that equal or exceed the design
magnitude.
• If local rainfall data is available, IDF curves can be
developed using frequency analysis.
• For the development of the curves, a minimum of 20
years data is required.
29
IDF Curves
Procedure for developing IDF curves:
30
IDF Curves
Step 2: Fitting the probability distribution
31
IDF Curves
Statistical distributions and their functions:
Distribution PDF
Gumbel s EVT-I { }
f ( x) = exp − ( x − β ) α − exp ⎡⎣ − ( x − β ) α ⎤⎦ α
–∞ < x < ∞
λ n xη −1e − λ x
Gamma f ( x) = x, λ ,η > 0
Γ (η )
β −1
λβ ( y −ε ) e−λ ( y −ε )
Log Pearson Type-III f ( x) = log x ≥ ε
xΓ ( β )
1 ⎧⎪ 1 ⎛ x − µ ⎞2 ⎫⎪
Normal f ( x) = exp ⎨− ⎜ ⎟ ⎬ −∞ < x < ∞
2πσ 2
⎪⎩ ⎝ σ ⎠ ⎪⎭
1 −( ln x − µ x )
2
2σ x2
Log-Normal f ( x) = e 0< x<∞
2π xσ x
32
IDF Curves
• Commonly used distribution is Gumbel s Extreme
Value Type-I distribution
• Parameters of the distribution is calculated for the
selected distribution using method of maximum
likelihood method.
• The Kolmogorov-Smirnov or the Chi-Square
goodness of fit test is used to evaluate the accuracy
of the fitting of a distribution
33
IDF Curves
Step 3: Determining the rainfall depths
34
IDF Curves
Using frequency factors:
35
IDF Curves
Using CDF of a distribution:
The return period considered is: 2Y, 5Y, 10Y, 50Y and
100Y.
38
Example – 3 (Contd.)
The part data is shown below.
Year Month Day Hr1 Hr2 Hr3 Hr4 Hr5
1969 8 22 3.7 0 0.1 0 0
1969 8 23 0 1.2 2.8 5.3 4.5
1969 8 24 0.6 0.2 0 0 0
1969 8 25 5.2 3.3 4.5 1.6 0
1969 8 26 0 0 0 0 0
1969 8 27 0 0 0 0 0
1969 8 28 1.2 12.8 3.2 4 6.1
1969 8 29 0 0 0 0 0
1969 8 30 0.1 0.1 0 0 0
39
Example – 3 (Contd.)
• From the hourly data, the rainfall for different
durations are obtained.
• The rainfall data is converted to intensity by
dividing the rainfall with duration.
• The mean and standard deviation of the data for all
the selected durations is calculated.
• The frequency factor is calculated for all the
selected return periods, based on the distribution.
• The design rainfall intensity is obtained by
xT = x + KT s
40
Example – 3 (Contd.)
Rainfall in mm for different durations.
Year 1H 2H 6H 12H 24H Year 1H 2H 6H 12H 24H
1969 44.5 61.6 104.1 112.3 115.9 1986 65.2 73.7 97.9 103.9 104.2
1970 37 48.2 62.5 69.6 92.7 1987 47 55.9 64.8 65.6 67.5
1971 41 52.9 81.4 86.9 98.7 1988 148.8 210.8 377.6 432.8 448.7
1972 30 40 53.9 57.8 65.2 1989 41.7 47 51.7 53.7 78.1
1973 40.5 53.9 55.5 72.4 89.8 1990 40.9 71.9 79.7 81.5 81.6
1974 52.4 62.4 83.2 93.4 152.5 1991 41.1 49.3 63.6 93.2 147
1975 59.6 94 95.1 95.1 95.3 1992 31.4 56.4 76 81.6 83.1
1976 22.1 42.9 61.6 64.5 71.7 1993 34.3 36.7 52.8 68.8 70.5
1977 42.2 44.5 47.5 60 61.9 1994 23.2 38.7 41.9 43.4 50.8
1978 35.5 36.8 52.1 54.2 57.5 1995 44.2 62.2 72 72.2 72.4
1979 59.5 117 132.5 135.6 135.6 1996 57 74.8 85.8 86.5 90.4
1980 48.2 57 82 86.8 89.1 1997 50 71.1 145.9 182.3 191.3
1981 41.7 58.6 64.5 65.1 68.5 1998 72.1 94.6 111.9 120.5 120.5
1982 37.3 43.8 50.5 76.2 77.2 1999 59.3 62.9 82.3 90.7 90.9
1983 37 60.4 70.5 72 75.2 2000 62.3 78.3 84.3 84.3 97.2
1984 60.2 74.1 76.6 121.9 122.4 2001 46.8 70 95.9 95.9 100.8
2003 53.2 86.5 106.1 106.2 106.8
41
Example – 3 (Contd.)
The rainfall intensity (mm/hr) for different durations.
Year 1H 2H 6H 12H 24H Year 1H 2H 6H 12H 24H
1969 44.50 30.80 17.35 9.36 4.83 1986 65.20 36.85 16.32 8.66 4.34
1970 37.00 24.10 10.42 5.80 3.86 1987 47.00 27.95 10.80 5.47 2.81
1971 41.00 26.45 13.57 7.24 4.11 1988 148.80 105.40 62.93 36.07 18.70
1972 30.00 20.00 8.98 4.82 2.72 1989 41.70 23.50 8.62 4.48 3.25
1973 40.50 26.95 9.25 6.03 3.74 1990 40.90 35.95 13.28 6.79 3.40
1974 52.40 31.20 13.87 7.78 6.35 1991 41.10 24.65 10.60 7.77 6.13
1975 59.60 47.00 15.85 7.93 3.97 1992 31.40 28.20 12.67 6.80 3.46
1976 22.10 21.45 10.27 5.38 2.99 1993 34.30 18.35 8.80 5.73 2.94
1977 42.20 22.25 7.92 5.00 2.58 1994 23.20 19.35 6.98 3.62 2.12
1978 35.50 18.40 8.68 4.52 2.40 1995 44.20 31.10 12.00 6.02 3.02
1979 59.50 58.50 22.08 11.30 5.65 1996 57.00 37.40 14.30 7.21 3.77
1980 48.20 28.50 13.67 7.23 3.71 1997 50.00 35.55 24.32 15.19 7.97
1981 41.70 29.30 10.75 5.43 2.85 1998 72.10 47.30 18.65 10.04 5.02
1982 37.30 21.90 8.42 6.35 3.22 1999 59.30 31.45 13.72 7.56 3.79
1983 37.00 30.20 11.75 6.00 3.13 2000 62.30 39.15 14.05 7.03 4.05
1984 60.20 37.05 12.77 10.16 5.10 2001 46.80 35.00 15.98 7.99 4.20
2003 53.20 43.25 17.68 8.85 4.45
42
Example – 3 (Contd.)
The mean and standard deviation for the data for
different durations is calculated.
43
Example – 3 (Contd.)
KT values are calculated for different return periods
using
6 ⎧ ⎡ ⎛ T ⎞ ⎤ ⎫
KT = − ⎨0.5772 + ln ⎢ln ⎜ ⎟ ⎥ ⎬
π ⎩ ⎣ ⎝ T − 1 ⎠ ⎦ ⎭
T (years) 2 5 10 50 100
KT -0.164 0.719 1.305 2.592 3.137
44
Example – 3 (Contd.)
The rainfall intensities are calculated using
xT = x + KT s
For example,
For duration of 2 hour, and 10 year return period,
Mean x = 33.17 mm/hr,
Standard deviation s = 15.9 mm/hr
Frequency factor KT = 1.035
45
Example – 3 (Contd.)
xT = 33.17 + 1.035 * 15.9
= 53.9 mm/hr.
46
Example – 3 (Contd.)
140
2Year
120
5Year
100 10Year
50Year
Intensity
(mm/hr)
80
100Year
60
40
20
0
0H
1H
2H
6H
12H
24H
36H
Dura2on (Hours)
47
IDF Curves
Equations for IDF curves:
• IDF curves can also be expressed as equations to
avoid reading the design rainfall intensity from a
graph
c
i= e
t +f
where
i is the design rainfall intensity,
t is the duration and
c, e and f are coefficients varying with location and
return period.
Ref: Applied Hydrology by V.T.Chow, D.R.Maidment, L.W.Mays, McGraw-Hill 1998 48
IDF Curves
Equations for IDF curves:
• IDF curves can also be expressed as equations to
avoid reading the design rainfall intensity from a
graph
c
i= e
t +f
where
i is the design rainfall intensity,
t is the duration and
c, e and f are coefficients varying with location and
return period.
Ref: Applied Hydrology by V.T.Chow, D.R.Maidment, L.W.Mays, McGraw-Hill 1998 49
IDF Curves
IDF Equation for Indian region:
• Rambabu et. al. (1979) developed equation after
analyzing rainfall characteristics for 42 stations.
a
KT
i= n
(t + b )
where
i is the design rainfall intensity in cm/hr,
T is return period in years
t is the storm duration in hours and
K, a, b and n are coefficients varying with location.
Ref: Ram Babu, Tejwani, K. K., Agrawal, M. C. & Bhusan, L. S. (1979) - Rainfall intensityduration-
return period equations & nomographs of India, CSWCRTI, ICAR, Dehradun, India
50
IDF Curves
Coefficients for few locations is given below
Location K a b n
Agra 4.911 0.167 0.25 0.629
New Delhi 5.208 0.157 0.5 1.107
Nagpur 11.45 0.156 1.25 1.032
Bhuj 3.823 0.192 0.25 0.990
Gauhati 7.206 0.156 0.75 0.940
Bangalore 6.275 0.126 0.5 1.128
Hyderabad 5.25 0.135 0.5 1.029
Chennai 6.126 0.166 0.5 0.803
Ref: Ram Babu, Tejwani, K. K., Agrawal, M. C. & Bhusan, L. S. (1979) - Rainfall intensityduration-
return period equations & nomographs of India, CSWCRTI, ICAR, Dehradun, India
51
IDF Curves
IDF Equation for Indian region:
• Kothyari and Garde (1992) developed a general
relationship on IDF after analyzing 80 rain gauge
stations.
• Assumption that general properties of convective
cells that are associated with short - period rainfalls
are similar in different hydrologic regions is made
while obtaining the formula.
• The developed equation results with less than ±30%
error.
Ref: Kothyari, U.C., and Garde, R. J. (1992), - Rainfall intensity - duration-frequency formula for
India, Journal of Hydraulics Engineering, ASCE, 118(2)
52
IDF Curves
0.20
T 0.33
itT = C 0.71 R242
t
( )
where
itT is the rainfall intensity in mm/hr for T year return
period and t hour duration,
C is constant and
R242 is rainfall for 2-year return period and 24 hour
duration in mm.
Ref: Kothyari, U.C., and Garde, R. J. (1992), - Rainfall intensity - duration-frequency formula for
India, Journal of Hydraulics Engineering, ASCE, 118(2)
53
IDF Curves
Zone Location C
Ref: Kothyari, U.C., and Garde, R. J. (1992), - Rainfall intensity - duration-frequency formula for
India, Journal of Hydraulics Engineering, ASCE, 118(2)
54
Example – 2
Obtain the design rainfall intensity for 10 year return
period with 24 hour duration for Bangalore.
Solution:
Formula for design rainfall intensity is
a
KT
i= n
(t + b )
55
Example – 2 (Contd.)
For Bangalore, the constants are as follows
K = 6.275
a = 0.126
b = 0.5
n = 1.128
6.275 ×1000.126
i= 1.128
= 0.304
( 24 + 0.5)
57
IDF Curves
Design precipitation Hyetographs from IDF relationships:
58
IDF Curves
Alternating block method :
• Simple way of developing a design hydrograph from
an IDF curve.
• Design hyetograph developed by this method
specifies the precipitation depth occurring in n
successive time intervals of duration Δt over a total
duration Td.
• The design return period is selected and the
intensity is read from the IDF curve for each of the
durations
59
IDF Curves
• The corresponding precipitation depth found as the
product of intensity and duration.
• By taking differences between successive
precipitation depth values, the amount of
precipitation to be added for each additional unit of
time Δt is found.
• The increments are rearranged into a time
sequence with maximum intensity occurring at the
center of the duration and the remaining blocks
arranged in descending order alternatively to the
right and left of the central block to form the design
hyetograph.
60
Example – 3
Obtain the design precipitation hyetograph for a 2-
hour storm in 10 minute increments in Bangalore with
a 10 year return period.
Solution:
The 10 year return period design rainfall intensity for
a given duration is calculated using IDF formula by
Rambabu et. al. (1979)
KT a
i= n
(t + b )
61
Example – 3 (Contd.)
For Bangalore, the constants are
K = 6.275
a = 0.126
b = 0.5
n = 1.128
2.000
Precipita2on
(cm)
1.500
1.000
0.500
0.000
10
20
30
40
50
60
70
80
90
100
110
120
Time
(min)
65
ESTIMATED LIMITING VALUES
Estimated Limiting Values
• Estimated Limiting Values (ELV s) are developed
as criteria for various types of hydraulic design.
67
Probable Maximum Precipitation
(PMP)
• PMP is the estimated limiting value of precipitation.
• PMP is defined as the estimated greatest depth of
the precipitation for a given duration that is possible
physically and reasonably characteristic over a
particular geographic region at a certain time of
year.
• PMP cannot be exactly estimated as its probability
of occurrence is not known.
• PMP is useful in operational applications (e.g.,
design of large dams).
• Any allowance should not be made in the
estimation of PMP for long term climate change.
68
Probable Maximum Precipitation
(PMP)
• Various methods for determining PMP
• Application of storm models:
• Maximization of actual storms:
• Generalized PMP charts:
69
Probable Maximum Storm (PMS)
• PMS values are given as maximum accumulated
depths for any specified duration.
• PMS involves temporal distribution of rainfall.
•
70